• Journal of applied mathematics & informatics
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• 제15권1_2호
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• pp.185-200
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• 2004

A stochastic optimal LQR control problem under some integral quadratic (IQ) constraints is studied, with cross terms in both the cost and the constraint functionals, allowing all the control weighting matrices being indefinite. Sufficient conditions for the well-posedness of this problem are given. When these conditions are satisfied, the optimal control is explicitly derived via dual theory.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제13권2호
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• pp.101-108
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• 2009

In this paper, we introduce generalized multiobjective fractional programming problem with two kinds of inequality constraints. Kuhn-Tucker sufficient and necessary optimality conditions are given. We formulate a generalized multiobjective dual problem and establish weak and strong duality theorems for an efficient solution under generalized convexity conditions.

• Structural Engineering and Mechanics
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• 제26권1호
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• pp.15-30
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• 2007

In the paper, one focuses on the problem of duality in non-linear programming, applied to the solution of no-tension problems by means of Limit Analysis (LA) theorems for Not Resisting Tension (NRT) models. In details, one demonstrates that, starting from the application of the duality theory to the non-linear program defined by the static theorem approach for a discrete NRT model, this procedure results in the definition of a dual problem that has a significant physical meaning: the formulation of the kinematic theorem.

• East Asian mathematical journal
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• 제32권5호
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• pp.635-639
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• 2016

In this paper, we prove a sufficient optimality theorems for the problem(FP) under(V, ${\rho}$)-invexity assumption. And we give Mond-Weir type dual problem and proved weak and strong duality theorem under (V, ${\rho}$)-invexity

• Journal of applied mathematics & informatics
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• 제12권1_2호
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• pp.211-218
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• 2003

Let H be a Hilbert space, X be a real Banach space, A : H \longrightarrow X be an operator with D(A) dense in H, G： H \longrightarrow H be positive definite, $\chi$ $\in$ D(A) and b $\in$ H. Consider the quadratic programming problem: QP： Minimize $\frac{1}{2}$〈p, $\chi$〉 + 〈$\chi$, G$\chi$〉 subject to A$\chi$= b In this paper, we obtain an explicit solution to the above problem using generalized inverses.

• 한국시뮬레이션학회:학술대회논문집
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• 한국시뮬레이션학회 1998년도 The Korea Society for Simulation 98 춘계학술대회 논문집
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• pp.11-16
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• 1998

The classical algorithm for solving liner network flow problems are primal cost improvement method, including simplex method, which iteratively improve the primal cost by moving flow around simple cycles, which iteratively improve the dual cost by changing the prices of a subset of nodes by equal amounts. Typical iteration/shortest path algorithm is used to improve flow problem of liner network structure. In this paper we stdudied about the implemental method of shortest path which is a practical computational aspects. This method can minimize the best neighbor node and also implement the typical iteration which is $\varepsilon$-CS satisfaction using the auction algorithm of linear network flow problem

• 대한전기학회논문지
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• 제33권6호
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• pp.241-246
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• 1984

The power system scheduling process is formulated as an optimization problem with linear inequality constraints. AC Loadflow method is used for the problem solution and line losses are considered. The constraints under consiceration are generator power limits, load schedding limits and line capacity limits. In solving the objective function the Dual Relaxation method is adopted. Tests indicate that the method is practical for real time applications.

• 한국정보과학회논문지:데이타베이스
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• 제28권3호
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• pp.357-372
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• 2001

본 논문에서는 서브시퀀스 매칭에서 윈도우 구성의 일반화 개념을 제안하고, 이에 기반한 새로운 서브시퀀스 매칭 방법인 GeneralMatch를 제안한다. 기존 연구인 Faloutsos 등의 방법 (간단히 FRM이라 한다)은 점 여과 효과의 결여로 인해 많은 착오해답을 발생시켰다. 본 저자들의 DualMatch는 점 여과 효과를 발휘하여 성능을 크게 향상시켰으나, 주어진 최소 질의 시퀀스 길이에 대해 최대 윈도우 크기가 작은(FRM의 1/2) 문제가 있었다. GeneralMatch는 DualMatch를 더욱 개선한 방법으로서, 두 방법의 장점을 모두 취한다. 즉, FRM과 같이 큰 윈우를 사용할 수 있으며, 동시에 DualMatch와 같이 점 여과 효과를 발휘할 수 있다. GeneralMatch는 데이터 시퀀스를 J-슬라이딩 윈도우(일반화된 슬라이딩 윈도우)로 나누고, 질의 시퀀스를 J-디스조인트 윈도우(일반화된 디스조인트 윈도우)로 나누는 방법을 사용한다. 본 논문에서는 GerneralMatch의 정확성, 즉 GeneralMatch가 착오기각이 발생하지 않음을 증명한다. 또한, 주어진 최소 질의 시퀀스 길이에 대해 GeneralMatch가 바르게 동작하기 위한 최대 윈도우 크기가 있음을 증명한다. 그리고, 페이지 액세스 횟수를 최소로 하는 J 값의 결정 방법을 제안하다. 실제 주식 데이터에 대한 실험 결과, GeneralMatch는 낮은 선택률 범위($10^{-6}~10^{-4}$)에서 DualMatch에 비해 평균 114%, FRM에 비해 998% 성능을 향상시켰으며, 높은 선택률 범위($10^{-6}~10^{-4}$)에서도 DualMatch에 비해 평균 46%, FRM에 비해 평균 65% 성능을 향상시켰다.

• 한국경영과학회지
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• 제12권1호
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• pp.34-44
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• 1987

The general vehicle routing problem has been studied by many researchers such as Christofides, et al. and Laporte, et al., but only limited effort has been devoted to developing the optimal algorithms. The purpose of this paper is to develop a branch and bound algorithm which determines the optimal vechicle routes and the optimal number of vehicles concurrenetly for the asymmetrical vehicle routing problem. In order to enhance the efficiency, this algorithm emphasizes the followings ; First, an efficient primal-dual approach is developed to solve subproblems which are called the specialized transportation problem, formed by relaxing the illegal subtour constraints from the vehicle routing problem, second, an improved branching scheme is developed to reduce the number of candidate subproblems by adequate utilization of vehicle capacity restrictions.

• Journal of applied mathematics & informatics
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• 제13권1_2호
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• pp.85-97
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• 2003

An indefinite stochastic linear-quadratic(LQ) optimal control problem with cross term over an infinite time horizon is studied, allowing the weighting matrices to be indefinite. A systematic approach to the problem based on semidefinite programming (SDP) and .elated duality analysis is developed. Several implication relations among the SDP complementary duality, the existence of the solution to the generalized Riccati equation and the optimality of LQ problem are discussed. Based on these relations, a numerical procedure that provides a thorough treatment of the LQ problem via primal-dual SDP is given: it identifies a stabilizing optimal feedback control or determines the problem has no optimal solution. An example is provided to illustrate the results obtained.